Value to Buy and to Hold

Components Performance/Risk
Period Return
56.5%
Return Rank
Strong
Risk Exposure
Low Risk

The selection of equities, listed on NYSE and NASDAQ, is updated dynamically by machine learning at market closure every night

Stocks are screened for strong fundamentals, controling for earnings stability and targeting medium performance and volatility

An attractive share price, indicative of 'value', refers to fundamentals - book valuation, company revenues (sales) and cash from operations

  • Price to Book (P/B) is screened for attractive low-to-average values
  • Price to Revenue (P/S) is also screened for low-to-average values
  • Price to Cash Flow (P/CF) targets below average & average ratios 

 

Earnings - supportive of company value in the long term - are screened by yield (average and above average) and for per-share stability over 4 years

  • EV/EBIT measures earnings accounting for depreciation and amortization but before interest and tax (EBIT) generated by capital employed (Entreprise Value or EV, measured by market cap + debt - cash) - aiming to exclude higher than average ratios  which may be indicative of stock overvaluation 
  • An earnings-per-share stability score selects companies with a fairly regular earnings history over the past 4 years, weighed by quarter

 

SPDR® Portfolio S&P 500® Value ETF is the benchmark of the selection

Theme Components
Name
Ticker
Sector
Industry
Cur. Price
Mkt. Cap
Performance
Momentum
Risk Rank
Risk Contrib
 
Escalade ESCA Consumer Non-DurablesRecreational Goods / Pet Foods / Toys20.94287 M87.8% Neutral Average Risk
Seneca Foods SENEA Consumer Non-DurablesPackaged Foods158.661.1 B52.2% Sharp Down Average Risk
Anheuser-Busch InBev (ADR) BUD Consumer Non-DurablesBeverages - Brewers83.97170 B40.0% Weak Up Low Risk
Ingles Markets IMKTA ServicesGrocery Chains Food Distribution & Contract Catering85.861.6 B21.4% Neutral Low Risk
Village Super Market VLGEA ServicesGrocery Chains Food Distribution & Contract Catering43.13636 M40.5% Neutral Below Average
El Pollo Loco Holdings Inc LOCO ServicesHotels, Restaurants, Fast-Food & Resorts15.57466 M51.2% Neutral Below Average
ScanSource Inc SCSC TechnologyComputer Peripheral Equipment56.501.2 B33.6% Neutral Average Risk
Vista Energy (ADR) VIST EnergyIntegrated Oil & Gas Companies66.897.0 B36.3% Neutral Average Risk
Cenovus Energy CVE EnergyIntegrated Oil & Gas Companies30.6858 B85.4% Neutral Average Risk
Suncor Energy SU EnergyIntegrated Oil & Gas Companies75.4290 B98.3% Weak Up Below Average
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